Yup, saw this last week. I'm in love with the first two films, having seen the first one when it came out - I was at uni and had just been travelling, so it really struck a chord with me.
I loved this third film; I didn't find it depressing at all - I felt it ended on a really positive note, although I guess you could view it either way. Yes, I guess it was sad that Celine has become so much more cynical, but she was going that way in the second film - compared to her romantic view of the world in the first. And Jessie had not been as supportive of her and her career as he could have been.
But I thought the film really captured the reality of long-term relationships, how the romanticism gets edged out of the picture and is replaced by the dull day-to-day minutiae of life; marriage/relationships with small children are hard work, there's no doubt about it - it can take a huge effort to keep things on track. But I think Jessie and Celine will make that effort, and I look forward to catching up with them in another nine years.